BVT Call 540 PH 20.12.2024
/ DE000VD4BGJ7
BVT Call 540 PH 20.12.2024/ DE000VD4BGJ7 /
| 06/09/2024 08:44:35 |
Chg.-0.09 |
Bid21:02:10 |
Ask21:02:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.91EUR |
-1.50% |
5.90
Bid Size: 9,000 |
5.94
Ask Size: 9,000 |
Parker Hannifin Corp |
540.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD4BGJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
17/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.81 |
| Intrinsic value: |
3.17 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
3.17 |
| Time value: |
2.86 |
| Break-even: |
546.30 |
| Moneyness: |
1.07 |
| Premium: |
0.06 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.04 |
| Spread %: |
0.67% |
| Delta: |
0.68 |
| Theta: |
-0.20 |
| Omega: |
5.84 |
| Rho: |
0.84 |
Quote data
| Open: |
5.91 |
| High: |
5.91 |
| Low: |
5.91 |
| Previous Close: |
6.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.57% |
| 1 Month |
|
|
+76.42% |
| 3 Months |
|
|
+72.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.81 |
5.90 |
| 1M High / 1M Low: |
7.81 |
3.26 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
304.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
